Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.336772 | 2.6086 | 0.005729 |
2 | -0.303004 | -2.3471 | 0.01112 |
3 | -0.526512 | -4.0783 | 6.8e-05 |
4 | -0.347681 | -2.6931 | 0.004582 |
5 | 0.147749 | 1.1445 | 0.12849 |
6 | 0.534394 | 4.1394 | 5.5e-05 |
7 | 0.349315 | 2.7058 | 0.004429 |
8 | -0.067593 | -0.5236 | 0.301251 |
9 | -0.341231 | -2.6432 | 0.005232 |
10 | -0.317985 | -2.4631 | 0.00833 |
11 | -0.007173 | -0.0556 | 0.477937 |
12 | 0.367746 | 2.8486 | 0.003004 |
13 | 0.08059 | 0.6243 | 0.267415 |
14 | -0.081037 | -0.6277 | 0.266287 |
15 | -0.08475 | -0.6565 | 0.257016 |
16 | -0.086491 | -0.67 | 0.252727 |
17 | 0.000326 | 0.0025 | 0.498998 |
18 | 0.096923 | 0.7508 | 0.227866 |
19 | 0.027335 | 0.2117 | 0.416515 |
20 | -0.054541 | -0.4225 | 0.337094 |
21 | -0.063247 | -0.4899 | 0.312993 |
22 | -0.05828 | -0.4514 | 0.326651 |
23 | 0.043335 | 0.3357 | 0.369145 |
24 | 0.166174 | 1.2872 | 0.101487 |
25 | -0.104647 | -0.8106 | 0.210401 |
26 | -0.146866 | -1.1376 | 0.129901 |
27 | -0.066347 | -0.5139 | 0.304597 |
28 | -0.011507 | -0.0891 | 0.464635 |
29 | 0.081454 | 0.6309 | 0.265238 |
30 | 0.130559 | 1.0113 | 0.157966 |
31 | 0.038339 | 0.297 | 0.383757 |
32 | -0.120626 | -0.9344 | 0.17693 |
33 | -0.167171 | -1.2949 | 0.100157 |
34 | 0.005516 | 0.0427 | 0.483032 |
35 | 0.172212 | 1.3339 | 0.093631 |
36 | 0.234732 | 1.8182 | 0.037011 |
37 | -0.021855 | -0.1693 | 0.433071 |
38 | -0.179847 | -1.3931 | 0.084367 |
39 | -0.188706 | -1.4617 | 0.07452 |
40 | -0.03458 | -0.2679 | 0.394864 |
41 | 0.164656 | 1.2754 | 0.103538 |
42 | 0.268653 | 2.081 | 0.020856 |
43 | 0.073383 | 0.5684 | 0.285934 |
44 | -0.191575 | -1.4839 | 0.07153 |
45 | -0.262443 | -2.0329 | 0.023249 |
46 | -0.064921 | -0.5029 | 0.308445 |
47 | 0.135979 | 1.0533 | 0.148215 |
48 | 0.20828 | 1.6133 | 0.05596 |
49 | 0.048623 | 0.3766 | 0.353887 |
50 | -0.112159 | -0.8688 | 0.194214 |
51 | -0.14575 | -1.129 | 0.131701 |
52 | -0.063004 | -0.488 | 0.313655 |
53 | 0.030086 | 0.233 | 0.408261 |
54 | 0.084644 | 0.6556 | 0.257279 |
55 | 0.044243 | 0.3427 | 0.366509 |
56 | -0.062493 | -0.4841 | 0.315048 |
57 | -0.081824 | -0.6338 | 0.264309 |
58 | -0.013466 | -0.1043 | 0.458637 |
59 | 0.007297 | 0.0565 | 0.477557 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.336772 | 2.6086 | 0.005729 |
2 | -0.46969 | -3.6382 | 0.000286 |
3 | -0.31601 | -2.4478 | 0.008658 |
4 | -0.247163 | -1.9145 | 0.030163 |
5 | 0.083554 | 0.6472 | 0.259984 |
6 | 0.256257 | 1.985 | 0.025863 |
7 | 0.045359 | 0.3513 | 0.363279 |
8 | 0.070156 | 0.5434 | 0.294425 |
9 | 0.040394 | 0.3129 | 0.377724 |
10 | -0.005905 | -0.0457 | 0.481836 |
11 | 0.009443 | 0.0731 | 0.470966 |
12 | 0.150123 | 1.1629 | 0.124747 |
13 | -0.464009 | -3.5942 | 0.000329 |
14 | 0.107861 | 0.8355 | 0.20338 |
15 | 0.076382 | 0.5917 | 0.278154 |
16 | -0.000149 | -0.0012 | 0.499541 |
17 | -0.051079 | -0.3957 | 0.346882 |
18 | -0.017182 | -0.1331 | 0.447282 |
19 | 0.098062 | 0.7596 | 0.225238 |
20 | -0.001474 | -0.0114 | 0.495464 |
21 | -0.049406 | -0.3827 | 0.351648 |
22 | -0.138893 | -1.0759 | 0.143148 |
23 | 0.061884 | 0.4794 | 0.316714 |
24 | 0.059142 | 0.4581 | 0.324262 |
25 | -0.170898 | -1.3238 | 0.095301 |
26 | -0.082745 | -0.6409 | 0.262 |
27 | -0.094453 | -0.7316 | 0.233622 |
28 | 0.053794 | 0.4167 | 0.339198 |
29 | 0.000355 | 0.0027 | 0.498908 |
30 | -0.02368 | -0.1834 | 0.42754 |
31 | 0.062268 | 0.4823 | 0.315666 |
32 | -0.027364 | -0.212 | 0.416428 |
33 | 0.001313 | 0.0102 | 0.495961 |
34 | 0.240128 | 1.86 | 0.033893 |
35 | 0.00108 | 0.0084 | 0.496676 |
36 | 0.015547 | 0.1204 | 0.452275 |
37 | 0.048555 | 0.3761 | 0.354082 |
38 | -0.10158 | -0.7868 | 0.217237 |
39 | -0.08888 | -0.6885 | 0.246907 |
40 | -0.014861 | -0.1151 | 0.454371 |
41 | -0.047297 | -0.3664 | 0.357692 |
42 | 0.112471 | 0.8712 | 0.193559 |
43 | -0.083403 | -0.646 | 0.260358 |
44 | 0.041619 | 0.3224 | 0.374143 |
45 | 0.075963 | 0.5884 | 0.279233 |
46 | -0.016946 | -0.1313 | 0.448004 |
47 | -0.029356 | -0.2274 | 0.410445 |
48 | -0.105913 | -0.8204 | 0.207618 |
49 | -0.003268 | -0.0253 | 0.489946 |
50 | -0.085029 | -0.6586 | 0.256326 |
51 | 0.041168 | 0.3189 | 0.375461 |
52 | -0.105216 | -0.815 | 0.209148 |
53 | -0.034198 | -0.2649 | 0.396 |
54 | -0.064116 | -0.4966 | 0.310629 |
55 | 0.048529 | 0.3759 | 0.354156 |
56 | 0.016951 | 0.1313 | 0.447986 |
57 | -0.051595 | -0.3997 | 0.345416 |
58 | -0.080131 | -0.6207 | 0.268576 |
59 | 0.072619 | 0.5625 | 0.287935 |
60 | NA | NA | NA |